RATS for UNIX 7.10. Run on Jul 15 2015
(c) 1992-2007 Thomas A. Doan. All rights reserved

Linear Regression - Estimation by Least Squares
HAC Standard Errors with Newey-West/Bartlett Window and 4 Lags
Dependent Variable BK_REVGAPVR_F13
Quarterly Data From 1980:01 To 2006:04
Usable Observations    104      Degrees of Freedom   102
 Total Observations    108      Skipped/Missing        4
Centered R**2     0.042024      R Bar **2   0.032632
Uncentered R**2   0.374533      T x R**2      38.951
Mean of Dependent Variable      0.4464514373
Std Error of Dependent Variable 0.6152797159
Standard Error of Estimate      0.6051574419
Sum of Squared Residuals        37.353984002
Log Likelihood                     -94.32414
Durbin-Watson Statistic             0.537724

   Variable                     Coeff       Std Error      T-Stat     Signif
*******************************************************************************
1.  Constant                  0.571974813  0.161580677      3.53987  0.00040032
2.  DUM94Q1                  -0.251046752  0.182281031     -1.37725  0.16843463

Difference in means =       -0.25105

Statistics on Series T_ORPH_STDDEV
Quarterly Data From 1947:01 To 3196:04
Observations               5000
Sample Mean            0.217648      Variance            1.675111
Standard Error         1.294261      of Sample Mean      0.018304
t-Statistic (Mean=0)  11.890980      Signif Level        0.000000
Skewness               0.562140      Signif Level (Sk=0) 0.000000
Kurtosis (excess)      0.489594      Signif Level (Ku=0) 0.000000
Jarque-Bera          313.272748      Signif Level (JB=0) 0.000000

Minimum               -3.364653      Maximum             6.089015
01-%ile               -2.360968      99-%ile             3.769394
05-%ile               -1.649509      95-%ile             2.638125
10-%ile               -1.303347      90-%ile             1.949911
25-%ile               -0.685006      75-%ile             1.008322
Median                 0.055037

